Generalized Eigenvalue Problems

Generalized Symmetric-Definite Eigenvalue Problems

?sygst reduces a real symmetric-definite generalized eigenvalue problem to the standard form.
call ssygst (itype, uplo, n, a, lda, b, ldb, info) call dsygst (itype, uplo, n, a, lda, b, ldb, info)

?hegst reduces a complex Hermitian-definite generalized eigenvalue problem to the standard form.
call chegst (itype, uplo, n, a, lda, b, ldb, info) call zhegst (itype, uplo, n, a, lda, b, ldb, info)

?spgst reduces a real symmetric-definite generalized eigenvalue problem to the standard form using packed storage.
call sspgst (itype, uplo, n, ap, bp, info) call dspgst (itype, uplo, n, ap, bp, info)

?hpgst reduces a complex Hermitian-definite generalized eigenvalue problem to the standard form using packed storage.
call chpgst (itype, uplo, n, ap, bp, info) call zhpgst (itype, uplo, n, ap, bp, info)

?sbgst reduces a real symmetric-definite generalized eigenproblem for banded matrices to the standard form using the factorization performed by ?pbstf.
call ssbgst (vect, uplo, n, ka, kb, ab, ldab, bb, ldbb, x, ldx, work, info) call dsbgst (vect, uplo, n, ka, kb, ab, ldab, bb, ldbb, x, ldx, work, info)

?hbgst reduces a complex Hermitian-definite generalized eigenproblem for banded matrices to the standard form using the factorization performed by ?pbstf.
call chbgst (vect, uplo, n, ka, kb, ab, ldab, bb, ldbb, x, ldx, work, rwork, info) call zhbgst (vect, uplo, n, ka, kb, ab, ldab, bb, ldbb, x, ldx, work, rwork, info)

?pbstf computes a split Cholesky factorization of a real symmetric or complex Hermitian positive-definite banded matrix used in ?sbgst/?hbgst.
call spbstf (uplo, n, kb, bb, ldbb, info) call dpbstf (uplo, n, kb, bb, ldbb, info) call cpbstf (uplo, n, kb, bb, ldbb, info) call zpbstf (uplo, n, kb, bb, ldbb, info)